Cytokines serve as potent immunomodulators with considerable promise in cancer immunotherapy. However, their systemic administration is limited by rapid breakdown, off-target toxicity, and inadequate tumor infiltration. Hydrogel-based delivery systems offer a novel approach by encapsulating cytokines in biocompatible, biodegradable polymers, thereby facilitating localized, sustained release within the tumor microenvironment (TME). These customizable platforms, such as injectable and stimulus-responsive hydrogels, safeguard cytokines against proteolytic degradation, improve bioavailability, and mitigate systemic deleterious effects. Moreover, hydrogels can provide accurate, controlled release by responding to TME-specific cues, such as pH variations or enzyme activity, thus enhancing the immune response. Preclinical research suggests that these methods can enhance anti-tumor immune responses, inhibit tumor proliferation, and prevent recurrence through synergistic interactions with immune checkpoint inhibitors (ICIs) and cell-based therapies, including chimeric antigen receptor (CAR) T-cell therapy. Notwithstanding these encouraging advancements, concerns such as scalability, reproducibility, and regulatory approval persist, necessitating further refinement for clinical employment. This review discusses the distinct potential of hydrogel-mediated cytokine administration, emphasizing its biocompatibility, release mechanisms, and capacity to integrate into combination therapy regimens. We introduce these hydrogels as "gel-based warriors" ready to transform cancer immunotherapy by providing a focused, safer, and more effective approach to activating the immune system against tumors.